//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~person:"Aït-Sahalia, Yacine"
~person:"Chang, Chia-Lin"
~person:"Nonejad, Nima"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH-Modell
Forecasting model
Estimation
20
Schätzung
20
Capital income
13
Volatility
13
Volatilität
13
Theorie
10
Theory
10
Börsenkurs
8
Share price
8
Time series analysis
8
Zeitreihenanalyse
8
Prognoseverfahren
7
ARCH model
6
CAPM
6
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Portfolio selection
4
Portfolio-Management
4
Anlageverhalten
3
Behavioural finance
3
Estimation theory
3
High-dimensional data
3
Leverage effects
3
Oil price
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Swap
3
Ölpreis
3
Asset pricing
2
Excess returns
2
High-frequency data
2
Investor sentiment
2
Kalman filter
2
Latent factor model
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Asai, Manabu
Aït-Sahalia, Yacine
Chang, Chia-Lin
Nonejad, Nima
Pelger, Markus
Xiu, Dacheng
Zhou, Liyun
Gupta, Rangan
9
Todorov, Viktor
8
Bollerslev, Tim
6
Kim, Donggyu
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Andersen, Torben
3
Fan, Jianqing
3
Hau, Liya
3
McAleer, Michael
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Pierdzioch, Christian
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Wang, Yazhen
3
Yang, Chunpeng
3
Zhu, Huiming
3
Andreou, Elena
2
Caporin, Massimiliano
2
Cho, Hoon
2
Chong, Terence Tai-Leung
2
Christou, Christina
2
Ghysels, Eric
2
Hamori, Shigeyuki
2
Hong, Yongmiao
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Lee, Tae-hwy
2
more ...
less ...
Published in...
All
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
3
International review of financial analysis
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
2
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
3
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
4
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
5
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
6
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
7
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
8
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
9
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
10
Individual stock crowded trades, individual stock investor sentiment and excess returns
Yang, Chunpeng
;
Zhou, Liyun
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 39-53
Persistent link: https://www.econbiz.de/10011673294
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->